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This paper uses the adaptive LASSO estimator to determine the variables important for economic growth. The adaptive LASSO estimator is a computationally very simple procedure that performs at the same time both consistent parameter estimation and model selection. The methodology is applied to...
Persistent link: https://www.econbiz.de/10010294021
This paper uses the adaptive Lasso estimator to determine the variables important for economic growth. The adaptive Lasso estimator is a computationally very simple procedure that can perform at the same time model selection and consistent parameter estimation. The methodology is applied to...
Persistent link: https://www.econbiz.de/10012099884
This paper uses the adaptive Lasso estimator to determine the variables important for economic growth. The adaptive Lasso estimator is a computationally very simple procedure that can perform at the same time model selection and consistent parameter estimation. The methodology is applied to...
Persistent link: https://www.econbiz.de/10008483731
The finite-sample coverage properties of confidence intervals based on penalized maximum likelihood estimators like the LASSO, adaptive LASSO, and hard-thresholding are analyzed. It is shown that symmetric intervals are the shortest. The length of the shortest intervals based on the...
Persistent link: https://www.econbiz.de/10005026624